Standard Linear Program:

Minimize c1 x1  c2 x2  ....................  cn xn

Subject to

a11 x1  a12 x2  ..................  a1n xn  b1

a21 x1  a22 x2  ..................  a2 n xn  b2
.
.
.
am1 x1  am 2 x2  ..................  amn xn  bm
x1  0, x2  0,....................., xn  0

We assume that each bi ≥ 0.

In compact form:

Minimize c T x

subject to Ax  b, x 0.

Slack and surplus variables may be used for converting inequalities into equalities.

Free variables can be expressed as the difference of 2 non-negative variables.

Basic solutions: Consider a linear programming problem consisting of n decision variables and m
equality constraints. A solution obtained after making (nm) variables 0 is called basic solution.

Basic variables: If there are m equality constraints in a linear programming problem having n decision
variables, then we can assign 0 values to (nm) variables and solve the m equations for remaining m
variables. These remaining m variables are called basic variables.

An example of Simplex method:

Solve the following LP problem:

Maximize z  2 x1  x2

Subject to

4 x1  3 x2  12
2 x1  x2  4
x1  2 x2  6
x1 , x2  0

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Solution:

Minimize z  2 x1  x2

Subject to

4 x1  3x2  s1  12
2 x1  x2  s2  4
x1  2 x2  s3  6
x1 , x2  0

s1, s2 and s3 are slack variables.

Basic z x1 x2 s1 s2 s3 Solution Ratio

z 1 −2 −1 0 0 0 0
s1 0 4 3 1 0 0 12 3
s2 0 2 1 0 1 0 4 2
s3 0 1 2 0 0 1 6 6

Basic z x1 x2 s1 s2 s3 Solution Ratio

z 1 0 0 0 1 0 4
s1 0 0 1 1 −2 0 4
x1 0 1 1/2 0 1/2 0 2
s3 0 0 3/2 0 −1/2 1 4

The above table is optimum and the solution is

x1  2, x2  0 .

The optimum value of the objective function is z*  4 .

You can obtain other solution too by making x2 basic.

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An example of big-M method of Simplex:

Minimize z  4 x1  x2

Subject to

3 x1  x2  3
4 x1  3 x2  6
x1  2 x2  4
x1 , x2  0

Introduce two artificial slack variables R1 and R2 and consider a very big number M.

Minimize z  4 x1  x2  MR1  MR2

Subject to

3 x1  x2  R1  3
4 x1  3 x2  x3  R2  6
x1  2 x2  x4  4
x1 , x2 , x3 , x4 , R1 , R2  0

As M is very large, solution of it is likely to make R1 and R2 equal to 0.

Make the simplex table:

Basic x1 x2 x3 R1 R2 x4 Solution
z −4 −1 0 −M −M 0 0
R1 3 1 0 1 0 0 3
R2 4 3 −1 0 1 0 6
x4 1 2 0 0 0 1 4

Make the table consistent by multiplying second and third rows by M and adding in z-row.

Basic x1 x2 x3 R1 R2 x4 Solution
z −4+7M −1+4M M 0 0 0 9M
R1 3 1 0 1 0 0 3
R2 4 3 −1 0 1 0 6
x4 1 2 0 0 0 1 4

Considering x1 as entering variable and R1 as leaving variable, the following simplex table is obtained.

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 Basic x1 x2 x3 R1 R2 x4 Solution
z 0 (1+5M)/3 –M (4–7M)/3 0 0 4+2M
x1 1 1/3 0 1/3 0 0 1
R2 0 5/3 −1 –4/3 1 0 2
x4 0 5/3 0 –1/3 0 1 3

Basic x1 x2 x3 R1 R2 x4 Solution
z 0 0 1/5 (8–5M)/5 (–1–5M)/5 0 18/5
x1 1 0 1/5 3/5 –1/5 0 3/5
x2 0 1 –3/5 –4/5 3/5 0 6/5
x4 0 0 1 1 –1 1 1

Basic x1 x2 x3 R1 R2 x4 Solution
z 0 0 0 (39–25M)/5 –M –1/5 17/5
x1 1 0 0 2/5 0 –1/5 2/5
x2 0 1 0 –1/5 0 3/5 9/5
x3 0 0 1 1 –1 1 1

Afterwards solve in the usual manner to get

x1  2 / 5, x2  9 / 5, x3  1
z  17 / 5

Two Phase method of Simplex

First phase:

Minimize r=R1+R2

Subject to

3 x1  x2  R1  3
4 x1  3 x2  x3  R2  6
x1  2 x2  x4  4
x1 , x2 , x3 , x4 , R1 , R2  0

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 Basic x1 x2 x3 R1 R2 x4 Solution
r 0 0 0 −1 −1 0 0
R1 3 1 0 1 0 0 3
R2 4 3 −1 0 1 0 6
x4 1 2 0 0 0 1 4

Make the r-row consistent by adding second and third row in r-row. Apply the simplex table, you shall
get the following final table:

Basic x1 x2 x3 R1 R2 x4 Solution
r 0 0 0 −1 −1 0 0
x1 1 0 1/5 3/5 −1/5 0 3/5
x2 0 1 −3/5 −4/5 3/5 0 6/5
x4 0 0 1 1 −1 1 1

The solution is

x1  3 / 5, x2  6 / 5, x4  1

Now the problem becomes

Minimize z  4 x1  x2

Subject to

x1  (1/ 5) x3  3 / 5
x2  (3 / 5) x3  6 / 5
x3  x4  1
x1 , x2 , x3 , x4  0

You can take x1, x2 and x4 as basic variables and solve the problem by simplex to get the same solution as
you got in big-M method.

Basic x1 x2 x3 x4 Solution
z –4 –1 0 0 0
x1 1 0 1/5 0 3/5
x2 0 1 −3/5 0 6/5
x4 0 0 1 1 1

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 Basic x1 x2 x3 x4 Solution
z 0 0 1/5 0 18/5
x1 1 0 1/5 0 3/5
x2 0 1 −3/5 0 6/5
x4 0 0 1 1 1

Considering x3 as entering variable and x4 as leaving variable, the following simplex table is obtained.

Basic x1 x2 x3 x4 Solution
z 0 0 0 0 17/5
x1 1 0 0 –1/5 2/5
x2 0 1 0 3/5 9/5
x3 0 0 1 1 1

The above table is optimum and the solution is

x1  2 / 5, x2  9 / 5, x3  1, z  17 / 5.